Name of QuantLet: SFE_arfima

Published in: Statistics of Financial Markets

Description: ‚Computes the arfima(p,d,q) time series and plots two examples with different n and d‘

Keywords: FARIMA, arfima, plot, time-series, polynomial

Author: Daniel T. Pele

Submitted: Wed, November 30, 2016 by Lusine Nazaretyan

Input: 
- d: fractionally differencing parameter (long memory)
- AR: coefficients of the AR polynomial
- N: Length of the generated time series
- MA: coefficients of the MA polynomial

Example: ‚Plot two examples with n1=1000, n2=1000, d1=0.4, d2=-04  p = q = 1, AR = {1}, MA = {1}‘